Introduction

The sauce starts with a roux, which is browning flour in oil. Be sure to get into the corners of the pan when you stir so the flour there doesn't scorch.
The sauce starts with a roux, which is browning flour in oil. Be sure to get into the corners of the pan when you stir so the flour there doesn't scorch.

Directions

1. Peel shrimp, reserve shells. Bring shells and 4 cups water to a boil in a medium saucepan over medium high heat; reduce heat to low, and cook 20 minutes. Pour shrimp broth through a colander over large bowl, pressing shells with back of spoon; discard shells.

3. Meanwhile bring 2 1/2 cups milk, 2/1/2 cups water, and salt to a boil in a saucepan over high heat. Gradually stir in grits. Reduce heat to low and simmer, stirring occasionally, 10 to 12 minutes or until thickened.